Regularization of the RLS Algorithm
Regularization plays a fundamental role in adaptive filtering. There are, very likely, many different ways to regularize an adaptive filter. In this letter, we propose one possible way to do it based on a condition that makes intuitively sense. From this condition, we show how to regularize the recursive least-squares (RLS) algorithm.
- IEICE transactions on fundamentals of electronics, communications and computer sciences
IEICE transactions on fundamentals of electronics, communications and computer sciences 94(8), 1628-1629, 2011-08-01